An R package
Aluna: Carolina Musso
Surpevisor: Guilherme Souza Rodrigues
Departament of Statistics - UnB
Low error is not the only asset a NN should have.
It should be able to quantify its uncertainty.
Calibration
Formally:
\[\mathbb{P}(Y \leq \hat{F_Y}^{-1}(p))= p , \forall \in [0,1]\]
However, it can be hard for the user to learn and implement these methods.
In this sense, packages may be a useful way to share these routines.
Organize the available code in a optimal and user-friendly way.
Ensure usability by following the best practices from the start.
Thoroughly document the functions/package.
Share the package with the community
There are techniques such as: 1) TORRES (2023); 2) KULESHOV; FENNER; ERMON (2018); 3)KULESHOV; DESHPANDE (2021).
Evaluate calibration and perform recalibration.
\[p_i = \hat{F_i}(y_i|x_i)\]